Preheat your oven to 350 degrees F on bake.
Unwrap the phyllo sheets from the box. The phyllo should be at room temperature. Phyllo dries out quickly, so be sure to open the box only when you're ready to butter the phyllo sheets.
Melt 1/4 cup of unsalted butter. I place a large piece of parchment paper down on a clean surface. Then carefully take one phyllo sheet and place it flat on the parchment paper. Dip the pastry brush in the melted butter and lightly brush one side of the phyllo sheet with butter. Scrunch the buttery phyllo lengthwise and roll the single sheet of phyllo into a circle. Keep the circle loose and tall. Place the first roll in the center of the cast iron skillet. Repeat this process for 6-7 phyllo sheets, placing each roll of phyllo around the cast iron skillet.
Lightly brush the tops of the rolled phyllo circles with any remaining butter and place the cast iron skillet in the preheated oven for 15-20 minutes or until the phyllo is a light golden brown colour.
While the phyllo is in the oven, prepare the creamy custard filling. In a medium saucepan, heat the milk, 1/2 a cup of sugar, cinnamon stick, and lemon zest. Stir and simmer over medium-low heat. If the milk gets too hot, it may boil over and burn on the bottom.
In a separate large mixing bowl, combine the room temperature eggs, 1/4 cup sugar, and vanilla extract. Whisk well together until the eggs are frothy. If you'd like, you can use an electric stand mixer with a whisk attachment or a handheld electric mixer on low speed to beat the eggs, sugar, and vanilla. You'll want to use a larger mixing bowl since, eventually you'll be combing all of the milk mixture with the eggs.
Check on the phyllo pastry in the oven. If it's lightly golden brown and crispy, remove it from the oven and set it aside on a heat-resistant surface. The cast-iron skillet will be very hot, so use an oven glove every time you touch the handle.
Remove the cinnamon stick from the hot milk mixture. The milk should be hot but not boiling at any point. Slowly temper the egg mixture by combining a large spoonful of the hot milk mixture with the eggs and whisking. Repeat this process 3-4 times. Remove the hot milk mixture from the heat and slowly pour the remaining amount into the egg mixture while whisking. Pour the creamy custard mixture into the cast iron skillet with the baked phyllo circles.
Place the cast iron skillet back in the oven for 25-30 minutes at 350 degrees F. After 30 minutes, if the custard is still jiggly in the centre, keep the skillet in the oven for another 5 minutes.
Remove the skillet from the oven and let the pie cool in the cast iron skillet for about 20-30 minutes before cutting it. The cooling process is the hardest part, but you'll need to allow time for the custard to set. Then, sprinkle with icing sugar and cinnamon.